Penn was the group's choice Wednesday as best actor for his work in both "Mystic River" and "21 Grams." In "Mystic River," he plays a man seeking revenge for his daughter's death; in "21 Grams," he plays a math professor whose life changes after a car crash.

The board named Diane Keaton as best actress for "Something's Gotta Give," in which she plays a divorced playwright who falls for her daughter's boyfriend, played by Jack Nicholson.

Supporting-actor honors went to Alec Baldwin for his role as a sleazy casino owner in "The Cooler" and Patricia Clarkson for her performances in two films: "Pieces of April," in which she plays a mother with cancer, and "The Station Agent" in which she plays a grieving artist.

Rounding out the group's picks for the best films of 2003, in order: "The Last Samurai," "The Station Agent," "21 Grams," "House of Sand and Fog," "Lost in Translation," "Cold Mountain," "In America," "Seabiscuit," and "Master and Commander: The Far Side of the World."

"This was a strong year for the studios," said NBR President Annie Schulhof. "They produced films with powerful storylines and characters with their own moral codes."

For the first time, the National Board of Review also chose its five favorite documentaries of the year, with Errol Morris' "The Fog of War" coming in at No. 1.

The group's pick for best foreign film: "The Barbarian Invasions" by French-Canadian director Denys Arcand.

The National Board of Review is traditionally the first group to name it top films each year, but it's not necessarily a bellwether for the Oscars.

Last year the group chose "The Hours" as best film, and the Academy Award went to "Chicago." In 2001, it picked "Moulin Rouge," and the Oscar went to "A Beautiful Mind."

The National Board of Review, made up of teachers, writers, actors and movie production workers, will award the winners at a ceremony January 13 in New York.